+919.8%
NEM vs BB
+258.8%
+660.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | -5.6% | +5.9% | +0.5% |
| 30D | +23.1% | -11.8% | +34.9% | +23.5% |
| 3M | +18.5% | -25.5% | +44.0% | +19.4% |
| 6M | +7.8% | +121.3% | -113.5% | +4.7% |
| YTD | +29.1% | +103.2% | -74.1% | +25.8% |
| 1Y | +72.7% | +102.6% | -30.0% | +68.0% |
| 3Y | +248.7% | +37.5% | +211.2% | +239.8% |
| 5Y | +148.7% | -30.4% | +179.1% | +144.1% |
| 10Y | +304.8% | 0.0% | +304.8% | +285.5% |
| All | +919.8% | +258.8% | +660.9% | +1,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling